Navient Sr Stock Alpha and Beta Analysis
| JSM Stock | USD 19.73 0.02 0.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Navient SR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Navient SR over a specified time horizon. Remember, high Navient SR's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Navient SR's market risk premium analysis include:
Beta 0.25 | Alpha (0.02) | Risk 0.72 | Sharpe Ratio 0.0496 | Expected Return 0.0356 |
Enterprise Value |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Check out Navient SR Backtesting, Navient SR Valuation, Navient SR Correlation, Navient SR Hype Analysis, Navient SR Volatility, Navient SR History and analyze Navient SR Performance. Navient SR Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Navient SR market risk premium is the additional return an investor will receive from holding Navient SR long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Navient SR. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Navient SR's performance over market.| α | -0.02 | β | 0.25 |
Navient SR expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Navient SR's Buy-and-hold return. Our buy-and-hold chart shows how Navient SR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Navient SR Market Price Analysis
Market price analysis indicators help investors to evaluate how Navient SR stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Navient SR shares will generate the highest return on investment. By understating and applying Navient SR stock market price indicators, traders can identify Navient SR position entry and exit signals to maximize returns.
| Price Series Summation | ||
| Price Series Division | ||
| Price Ceiling Movement | ||
| Tangent Of Price Series | ||
| Aroon Oscillator | ||
| Aroon Oscillator | ||
| Kaufman Adaptive Moving Average | ||
| Bollinger Bands | ||
| Rickshaw Man | ||
| Harami Cross Pattern |
Navient SR Return and Market Media
The median price of Navient SR for the period between Tue, Oct 21, 2025 and Mon, Jan 19, 2026 is 19.35 with a coefficient of variation of 2.3. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 19.32, and mean deviation of 0.34. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Navient Non-GAAP EPS of -0.84, net interest income of 65M | 10/29/2025 |
2 | Navient to share strategy update, host webcast Nov. 19 | 11/12/2025 |
3 | Does Navients Dividend Decision Reflect Resilience or Highlight Deeper Profitability Challenges | 11/19/2025 |
4 | Universal Beteiligungs und Servicegesellschaft mbH Boosts Stock Position in Navient Corporation NAVI | 11/24/2025 |
5 | Assessing Navients Valuation After Recent Regulatory Headlines and Modest Share Price Rebound | 12/11/2025 |
| Navient SR dividend paid on 15th of December 2025 | 12/15/2025 |
6 | Navients Leadership Changes How Will it Impact Future Growth | 01/09/2026 |
7 | Disposition of 24252 shares by Remondi John F of Navient SR at 18.92 subject to Rule 16b-3 | 01/16/2026 |
About Navient SR Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Navient or other stocks. Alpha measures the amount that position in Navient SR has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2023 | 2024 | 2025 | 2026 (projected) | Dividend Yield | 0.0295 | 0.0362 | 0.0325 | 0.0242 | Price To Sales Ratio | 2.28 | 0.51 | 0.58 | 0.56 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Navient SR in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Navient SR's short interest history, or implied volatility extrapolated from Navient SR options trading.
Build Portfolio with Navient SR
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Navient SR Backtesting, Navient SR Valuation, Navient SR Correlation, Navient SR Hype Analysis, Navient SR Volatility, Navient SR History and analyze Navient SR Performance. To learn how to invest in Navient Stock, please use our How to Invest in Navient SR guide.You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Navient SR technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.